+219.2%
CVX vs EQIX
+246.8%
-27.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.3% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | +9.8% | -2.5% | +12.3% | +10.3% |
| 3M | +16.2% | 0.0% | +16.3% | +16.0% |
| 6M | +13.6% | +7.6% | +6.0% | +11.4% |
| YTD | +44.4% | +37.5% | +6.9% | +33.8% |
| 1Y | +40.6% | +32.9% | +7.7% | +31.1% |
| 3Y | +48.2% | +42.8% | +5.4% | +33.4% |
| 5Y | +172.3% | +35.8% | +136.4% | +144.0% |
| All | +219.2% | +246.8% | -27.6% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EQIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling